Showing 1 - 10 of 25
After a brief general overview of Monte Carlo computer simulations in statistical physics, special emphasis is placed on applications to phase transitions and critical phenomena. Here, standard simulations employing local update algorithms are severely hampered by the problem of critical slowing...
Persistent link: https://www.econbiz.de/10010869897
A new application of the percolation theory for describing the coupled heat and mass transport phenomena through porous …
Persistent link: https://www.econbiz.de/10011051150
, as well as quasi-percolation effects, in comparison with analytical results and bounds (Darcian case, low Reynolds). In …
Persistent link: https://www.econbiz.de/10010748772
The electromigration (EM) of metallic lines is studied in terms of competition between biased processes taking place in a random resistor network. The effects associated with the transport of mass and with the consequent growth of the internal stress are accounted for by stochastic generation...
Persistent link: https://www.econbiz.de/10010748801
percolation to groundwater from an overlying soil water store, which may be conceived as a single store or a series combination of … record from a weighing lysimeter 2.4m deep at Coshocton, OH, supporting a pasture grass. The percolation data are measured …
Persistent link: https://www.econbiz.de/10010750144
It is well known in the literature that obtaining the parameter estimates for the Smooth Transition Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (STAR-GARCH) can be problematic due to computational difficulties. Conventional optimization algorithms do not seem to...
Persistent link: https://www.econbiz.de/10010869931
The payoff distribution pricing model (PDPM) of Dybvig [13] is a powerful tool for measuring the inefficiency of any investment strategy in a multiperiod setting. In this study, we extend the PDPM in three major ways. Firstly, we develop an operational formula for computing the inefficiency...
Persistent link: https://www.econbiz.de/10010869974
The self-organization of particles in a two-phase system in the coexistence region through a diffusive mechanism is known as Ostwald ripening. A mesoscopic model derived from the spin exchange Ising model is used here in a computational study of Ostwald ripening. The typical cluster size is...
Persistent link: https://www.econbiz.de/10010870705
The standard method for generating multi-t vectors is simple and convenient but it has the disadvantage that the generated multi-normal and multi-t vectors are not similar. For t-copula models this destroys much of the variance reduction when using the result of the multi-normal model as...
Persistent link: https://www.econbiz.de/10011050181
Fast and reliable pseudo-random number generator (PRNG) is required for simulation and other applications in scientific computing. In this work, a polynomial PRNG algorithm, based on a linear feedback shift register (LFSR) is presented. LFSR generator of order k determines a 2k−1 cyclic...
Persistent link: https://www.econbiz.de/10011050429